ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
117-115 |
0-105 |
0.3% |
117-045 |
| High |
117-145 |
117-160 |
0-015 |
0.0% |
117-145 |
| Low |
116-200 |
116-305 |
0-105 |
0.3% |
116-110 |
| Close |
117-095 |
117-032 |
-0-063 |
-0.2% |
117-095 |
| Range |
0-265 |
0-175 |
-0-090 |
-34.0% |
1-035 |
| ATR |
0-224 |
0-221 |
-0-004 |
-1.6% |
0-000 |
| Volume |
498,136 |
420,369 |
-77,767 |
-15.6% |
1,605,834 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-264 |
118-163 |
117-128 |
|
| R3 |
118-089 |
117-308 |
117-080 |
|
| R2 |
117-234 |
117-234 |
117-064 |
|
| R1 |
117-133 |
117-133 |
117-048 |
117-096 |
| PP |
117-059 |
117-059 |
117-059 |
117-040 |
| S1 |
116-278 |
116-278 |
117-016 |
116-241 |
| S2 |
116-204 |
116-204 |
117-000 |
|
| S3 |
116-029 |
116-103 |
116-304 |
|
| S4 |
115-174 |
115-248 |
116-256 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-115 |
119-300 |
117-290 |
|
| R3 |
119-080 |
118-265 |
117-193 |
|
| R2 |
118-045 |
118-045 |
117-160 |
|
| R1 |
117-230 |
117-230 |
117-128 |
117-298 |
| PP |
117-010 |
117-010 |
117-010 |
117-044 |
| S1 |
116-195 |
116-195 |
117-062 |
116-262 |
| S2 |
115-295 |
115-295 |
117-030 |
|
| S3 |
114-260 |
115-160 |
116-317 |
|
| S4 |
113-225 |
114-125 |
116-220 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-264 |
|
2.618 |
118-298 |
|
1.618 |
118-123 |
|
1.000 |
118-015 |
|
0.618 |
117-268 |
|
HIGH |
117-160 |
|
0.618 |
117-093 |
|
0.500 |
117-072 |
|
0.382 |
117-052 |
|
LOW |
116-305 |
|
0.618 |
116-197 |
|
1.000 |
116-130 |
|
1.618 |
116-022 |
|
2.618 |
115-167 |
|
4.250 |
114-201 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-072 |
117-022 |
| PP |
117-059 |
117-013 |
| S1 |
117-046 |
117-004 |
|